Perform_Valuation.Summary.Extended: Final Valuation_Function

Description Usage Arguments Value Note See Also

View source: R/Computation_Valuation.R

Description

The final function used to output valuation tables, functions Perform_Valuation.Historic and Perform_Valuation.Summary are used before this function.

Usage

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Perform_Valuation.Summary.Extended(PValuation.Summary.DF, stockRe.DF.LIST,
  divData.DF, riskF.XTS, buy.month, holding.months)

Arguments

PValuation.Summary.DF

data.frame. a data.frame from Perform_Valuation.Summary

stockRe.DF.LIST

list. a list with data.frame's of daily stock returns generated by LoadAndClean_CompuStat_DailyPrice + LockandLoad_Compustat_DailyPrice

divData.DF

data.frame. a data.frame from LoadandClean_CompuStat_Dividends

riskF.XTS

xts. a xts with daily returns of the risk-free rate. Should encompass the same range of dates as stockRe.DF.List.

buy.month

integer. a numeric that gives the buy month (2 = February). The model buys at the end of the month specified.

holding.months

integer. a numeric that gives the end from buy.month in months.

Value

data.frame with valuation and valuation outcome for all eligible stocks

Note

I think model can only hold 12 months in holding period, and that pre-may as the div. model only calc div yield for the forecast year.

See Also

Other Perform_Valuation: Perform_Valuation.Historic, Perform_Valuation.Summary


uncoollocket/strider documentation built on Jan. 16, 2018, 12:05 a.m.